On the prevalence of stochastic differential equations with unique strong solutions

DOI10.1214/aop/1176992535zbMath0601.60058OpenAlexW2061931153MaRDI QIDQ1081207

Andrew J. Heunis

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992535

zbMATH Keywords

Baire categoryStrong solutions

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING ⋮ Stability and prevalence of Mckean-Vlasov stochastic differential equations with non-Lipschitz coefficients ⋮ A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients

This page was built for publication: On the prevalence of stochastic differential equations with unique strong solutions